-100.0%
SOXS vs AJG
+1,371.2%
-1,471.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.2% | -4.3% | -7.4% |
| 7D | -4.7% | -8.3% | +3.5% | -16.9% |
| 30D | +7.7% | -5.7% | +13.4% | -3.9% |
| 3M | -10.2% | +9.1% | -19.2% | -11.4% |
| 6M | -99.2% | +15.2% | -114.4% | -99.3% |
| YTD | -99.5% | -6.3% | -93.2% | -99.7% |
| 1Y | -99.8% | -19.1% | -80.6% | -99.9% |
| 3Y | -100.0% | +8.2% | -108.2% | -100.0% |
| 5Y | -100.0% | +75.6% | -175.6% | -100.0% |
| 10Y | -100.0% | +471.1% | -571.1% | -100.0% |
| All | -100.0% | +1,371.2% | -1,471.2% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AJG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling